Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52323.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48170.8 Kr¶

PnL: ---------------------------------------> -761.2 Kr¶

DD now: ---------------------------------> -1.499 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:02:24.846402'

Anic Portfolio¶

Today¶

Return: 0.11 %¶

This Week¶

Return: 0.015 %¶

Total portfolio value¶

Return including deposits: 71.295 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -0.530000 2294.250000 115.250000 5.290000 2179.000005
Embracer Group B 26 4.420000 748.800000 86.800000 13.110000 661.999988
BHG Group 49 0.210000 694.820000 55.820000 8.740000 638.999984
Vitrolife 3 0.080000 724.800000 47.800000 7.060000 677.000001
Biotage 4 1.070000 639.600000 36.600000 6.070000 603.000000
Xvivo Perfusion 3 0.000000 880.500000 35.500000 4.200000 845.000001
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
SynAct Pharma 9 0.820000 666.900000 21.900000 3.400000 645.000003
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Humana 40 -0.350000 689.600000 15.600000 2.310000 674.000000
Addtech B 3 -0.170000 708.000000 8.000000 1.140000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 -0.070000 824.400000 2.400000 0.290000 822.000000
Volati 5 0.000000 572.000000 -2.000000 -0.350000 574.000000
Latour B 2 0.270000 446.200000 -2.800000 -0.620000 449.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 0.100000 495.000000 -10.000000 -1.980000 505.000000
NCC B 7 -0.330000 643.300000 -10.700000 -1.640000 653.999997
Investor B 3 -0.070000 646.950000 -11.050000 -1.680000 657.999999
SCA A 4 0.000000 586.400000 -12.600000 -2.100000 599.000000
BONESUPPORT HOLDING 10 -0.250000 1211.000000 -13.000000 -1.060000 1224.000000
Fortnox 10 0.830000 654.200000 -13.800000 -2.070000 668.000000
Nolato B 12 0.770000 631.800000 -16.200000 -2.500000 648.000000
Indutrade 5 0.230000 1302.000000 -18.000000 -1.360000 1320.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Sedana Medical 135 0.000000 4290.300000 -40.700000 -0.940000 4330.999935
Balco Group 39 0.000000 1821.300000 -53.700000 -2.860000 1874.999997
Creades A 7 0.440000 553.700000 -57.300000 -9.380000 610.999998
Ambea 68 0.000000 2465.680000 -71.320000 -2.810000 2537.000032
Lundin Gold 7 -0.960000 869.400000 -104.600000 -10.740000 973.999999
Investor A 16 -0.050000 3440.000000 -105.000000 -2.960000 3545.000000
New Wave B 40 0.230000 3754.000000 -162.000000 -4.140000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48170.800000 -761.200000 -1.49929% 48931.999868

Updated:¶

'2023-06-16 09:02:43.051851'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶